Thick Skull seems like a nice little feat and I took it for my character, but I quickly found that it sometimes works in a very dubious fashion. It is all well and good that it leaves me only Dazed when I'd be otherwise stunned (which is useful, for example, against crossbow enemies using a few Shock Bolts or psions using a few electric attacks at the start of the battle), but the problem is, there is no "Second Wind" anymore. This, in turn, means that enemies that can stun me every turn with their attacks (Coil Spiders! As well as anyone else using strong electric attacks on a regular basis) can also daze me every turn. This actually seems to be a bit of a downgrade in a way - without Thick Skull, I was immune to stunning effects for the two turns of Second Wind and didn't get dazed either, while now I get -15 AP every turn. We could also look at it this way: stunning removes 50 AP (if you have not boosted your APs) and the ability to dodge and act, but then you are immune for two turns. Now, over the course of three turns, getting constantly Dazed means that I lose 3*15=45 AP. More specifically, using a crossbow with an AP cost of 21, and assuming no AP boosts, I lose two normal attacks when I get stunned, but I lose one normal attack each turn with the "constantly dazed" option, which actually leads to repeated "Dazed" arguably being worse than being Stunned and no Thick Skull in certain situations, at least for my character.
My suggestion is simple: have a "Second Wind"-type of effect apply to "Dazed" as well, for characters with Thick Skull. (I.e. you are immune to being Dazed as well for two turns.) That'd make the feat a clearly superior option in all cases to fighting without it and make the feat more useful in general.